+148.7%
SBUX vs PCG
-77.2%
+226.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +4.8% | -1.1% | +5.9% | +4.9% |
| 30D | +20.6% | +0.1% | +20.5% | +20.6% |
| 3M | +4.3% | -24.4% | +28.7% | +6.4% |
| 6M | +5.5% | -17.7% | +23.2% | +6.9% |
| YTD | +32.3% | -17.4% | +49.7% | +33.9% |
| 1Y | +31.2% | -19.4% | +50.5% | +32.9% |
| 3Y | +14.8% | -18.6% | +33.4% | +15.9% |
| 5Y | +8.0% | +10.2% | -2.3% | +6.3% |
| 10Y | +148.7% | -76.7% | +225.4% | +153.6% |
| All | +148.7% | -77.2% | +226.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling